+13.0%
CVNA vs URA
-26.7%
+39.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -4.8% | +2.9% | -7.6% | -5.6% |
| 30D | +24.1% | -10.8% | +34.9% | +28.6% |
| 3M | +2.6% | -25.5% | +28.1% | +12.6% |
| 6M | -3.1% | -41.2% | +38.1% | +14.5% |
| YTD | -12.5% | -21.3% | +8.8% | -11.1% |
| 1Y | +13.0% | -25.7% | +38.7% | +19.3% |
| All | +13.0% | -26.7% | +39.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling